+5,083.9%
LITE vs DE
+788.0%
+4,295.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | -1.5% | +10.0% | -11.6% | -5.9% |
| 30D | +6.7% | +13.3% | -6.7% | +0.5% |
| 3M | -6.8% | +17.5% | -24.3% | -13.9% |
| 6M | +29.4% | +13.6% | +15.9% | +21.5% |
| YTD | +139.1% | +49.8% | +89.3% | +97.6% |
| 1Y | +521.0% | +47.9% | +473.1% | +413.8% |
| 3Y | +1,535.3% | +72.5% | +1,462.8% | +1,152.9% |
| 5Y | +889.8% | +90.2% | +799.6% | +597.6% |
| 10Y | +2,400.7% | +865.4% | +1,535.4% | +874.6% |
| All | +5,083.9% | +788.0% | +4,295.9% | +1,683.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling